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author | Eric Wieser <wieser.eric@gmail.com> | 2017-11-06 23:24:32 -0800 |
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committer | Eric Wieser <wieser.eric@gmail.com> | 2018-04-10 23:33:12 -0700 |
commit | b5cdbd10180a9fcedc5f4751330064c6a03bc5e1 (patch) | |
tree | 404d012484eea7b7486436c41068ab81d2d0f067 /numpy | |
parent | cf8e5c19b9451aab3a867e1ab364e51470e0b872 (diff) | |
download | numpy-b5cdbd10180a9fcedc5f4751330064c6a03bc5e1.tar.gz |
ENH: Add wrapper functions to allocate workspaces
Diffstat (limited to 'numpy')
-rw-r--r-- | numpy/linalg/umath_linalg.c.src | 308 |
1 files changed, 308 insertions, 0 deletions
diff --git a/numpy/linalg/umath_linalg.c.src b/numpy/linalg/umath_linalg.c.src index 07301f35c..77a205668 100644 --- a/numpy/linalg/umath_linalg.c.src +++ b/numpy/linalg/umath_linalg.c.src @@ -2885,6 +2885,314 @@ static void /**end repeat**/ + +/* -------------------------------------------------------------------------- */ + /* least squares */ + +typedef struct gelsd_params_struct +{ + fortran_int M; + fortran_int N; + fortran_int NRHS; + void *A; + fortran_int LDA; + void *B; + fortran_int LDB; + void *S; + void *RCOND; + fortran_int RANK; + void *WORK; + fortran_int LWORK; + void *RWORK; + void *IWORK; +} GELSD_PARAMS_t; + + +static inline void +dump_gelsd_params(const char *name, + GELSD_PARAMS_t *params) +{ + TRACE_TXT("\n%s:\n"\ + + "%14s: %18p\n"\ + "%14s: %18p\n"\ + "%14s: %18p\n"\ + "%14s: %18p\n"\ + "%14s: %18p\n"\ + "%14s: %18p\n"\ + + "%14s: %18d\n"\ + "%14s: %18d\n"\ + "%14s: %18d\n"\ + "%14s: %18d\n"\ + "%14s: %18d\n"\ + "%14s: %18d\n"\ + "%14s: %18d\n"\ + + "%14s: %18p\n", + + name, + + "A", params->A, + "B", params->B, + "S", params->S, + "WORK", params->WORK, + "RWORK", params->RWORK, + "IWORK", params->IWORK, + + "M", (int)params->M, + "N", (int)params->N, + "NRHS", (int)params->NRHS, + "LDA", (int)params->LDA, + "LDB", (int)params->LDB, + "LWORK", (int)params->LWORK, + "RANK", (int)params->RANK, + + "RCOND", params->RCOND); +} + + +/**begin repeat + #TYPE=FLOAT,DOUBLE# + #lapack_func=sgelsd,dgelsd# + #ftyp=fortran_real,fortran_doublereal# + */ + +static inline fortran_int +call_@lapack_func@(GELSD_PARAMS_t *params) +{ + fortran_int rv; + LAPACK(@lapack_func@)(¶ms->M, ¶ms->N, ¶ms->NRHS, + params->A, ¶ms->LDA, + params->B, ¶ms->LDB, + params->S, + params->RCOND, ¶ms->RANK, + params->WORK, ¶ms->LWORK, + params->IWORK, + &rv); + return rv; +} + +static inline int +init_@lapack_func@(GELSD_PARAMS_t *params, + fortran_int m, + fortran_int n, + fortran_int nrhs) +{ + npy_uint8 *mem_buff = NULL; + npy_uint8 *mem_buff2 = NULL; + npy_uint8 *a, *b, *s, *work, *iwork; + fortran_int min_m_n = fortran_int_min(m, n); + fortran_int max_m_n = fortran_int_max(m, n); + size_t safe_min_m_n = min_m_n; + size_t safe_max_m_n = max_m_n; + size_t safe_m = m; + size_t safe_n = n; + size_t safe_nrhs = nrhs; + + size_t a_size = safe_m * safe_n * sizeof(@ftyp@); + size_t b_size = safe_max_m_n * safe_nrhs * sizeof(@ftyp@); + size_t s_size = safe_min_m_n * sizeof(@ftyp@); + + fortran_int work_count; + size_t work_size; + size_t iwork_size; + fortran_int lda = fortran_int_max(1, m); + fortran_int ldb = fortran_int_max(1, fortran_int_max(m,n)); + + mem_buff = malloc(a_size + b_size + s_size); + + if (!mem_buff) + goto error; + + a = mem_buff; + b = a + a_size; + s = b + b_size; + + + params->M = m; + params->N = n; + params->NRHS = nrhs; + params->A = a; + params->B = b; + params->S = s; + params->LDA = lda; + params->LDB = ldb; + + { + /* compute optimal work size */ + @ftyp@ work_size_query; + fortran_int iwork_size_query; + + params->WORK = &work_size_query; + params->IWORK = &iwork_size_query; + params->RWORK = NULL; + params->LWORK = -1; + + if (call_@lapack_func@(params) != 0) + goto error; + + work_count = (fortran_int)work_size_query; + + work_size = (size_t) work_size_query * sizeof(@ftyp@); + iwork_size = (size_t)iwork_size_query * sizeof(fortran_int); + } + + mem_buff2 = malloc(work_size + iwork_size); + if (!mem_buff2) + goto error; + + work = mem_buff2; + iwork = work + work_size; + + params->WORK = work; + params->RWORK = NULL; + params->IWORK = iwork; + params->LWORK = work_count; + + return 1; + error: + TRACE_TXT("%s failed init\n", __FUNCTION__); + free(mem_buff); + free(mem_buff2); + memset(params, 0, sizeof(*params)); + + return 0; +} + +/**end repeat**/ + +/**begin repeat + #TYPE=CFLOAT,CDOUBLE# + #ftyp=fortran_complex,fortran_doublecomplex# + #frealtyp=fortran_real,fortran_doublereal# + #typ=COMPLEX_t,DOUBLECOMPLEX_t# + #lapack_func=cgelsd,zgelsd# + */ + +static inline fortran_int +call_@lapack_func@(GELSD_PARAMS_t *params) +{ + fortran_int rv; + LAPACK(@lapack_func@)(¶ms->M, ¶ms->N, ¶ms->NRHS, + params->A, ¶ms->LDA, + params->B, ¶ms->LDB, + params->S, + params->RCOND, ¶ms->RANK, + params->WORK, ¶ms->LWORK, + params->RWORK, params->IWORK, + &rv); + return rv; +} + +static inline int +init_@lapack_func@(GELSD_PARAMS_t *params, + fortran_int m, + fortran_int n, + fortran_int nrhs) +{ + npy_uint8 *mem_buff = NULL; + npy_uint8 *mem_buff2 = NULL; + npy_uint8 *a, *b, *s, *work, *iwork, *rwork; + fortran_int min_m_n = fortran_int_min(m, n); + fortran_int max_m_n = fortran_int_max(m, n); + size_t safe_min_m_n = min_m_n; + size_t safe_max_m_n = max_m_n; + size_t safe_m = m; + size_t safe_n = n; + size_t safe_nrhs = nrhs; + + size_t a_size = safe_m * safe_n * sizeof(@ftyp@); + size_t b_size = safe_max_m_n * safe_nrhs * sizeof(@ftyp@); + size_t s_size = safe_min_m_n * sizeof(@frealtyp@); + + fortran_int work_count; + size_t work_size, rwork_size, iwork_size; + fortran_int lda = fortran_int_max(1, m); + fortran_int ldb = fortran_int_max(1, fortran_int_max(m,n)); + + mem_buff = malloc(a_size + b_size + s_size); + + if (!mem_buff) + goto error; + + a = mem_buff; + b = a + a_size; + s = b + b_size; + + + params->M = m; + params->N = n; + params->NRHS = nrhs; + params->A = a; + params->B = b; + params->S = s; + params->LDA = lda; + params->LDB = ldb; + + { + /* compute optimal work size */ + @ftyp@ work_size_query; + @frealtyp@ rwork_size_query; + fortran_int iwork_size_query; + + params->WORK = &work_size_query; + params->IWORK = &iwork_size_query; + params->RWORK = &rwork_size_query; + params->LWORK = -1; + + if (call_@lapack_func@(params) != 0) + goto error; + + work_count = (fortran_int)work_size_query.r; + + work_size = (size_t )work_size_query.r * sizeof(@ftyp@); + rwork_size = (size_t)rwork_size_query * sizeof(@frealtyp@); + iwork_size = (size_t)iwork_size_query * sizeof(fortran_int); + } + + mem_buff2 = malloc(work_size + rwork_size + iwork_size); + if (!mem_buff2) + goto error; + + work = mem_buff2; + rwork = work + work_size; + iwork = rwork + rwork_size; + + params->WORK = work; + params->RWORK = rwork; + params->IWORK = iwork; + params->LWORK = work_count; + + return 1; + error: + TRACE_TXT("%s failed init\n", __FUNCTION__); + free(mem_buff); + free(mem_buff2); + memset(params, 0, sizeof(*params)); + + return 0; +} + +/**end repeat**/ + + +/**begin repeat + #TYPE=FLOAT,DOUBLE,CFLOAT,CDOUBLE# + #REALTYPE=FLOAT,DOUBLE,FLOAT,DOUBLE# + #lapack_func=sgelsd,dgelsd,cgelsd,zgelsd# + */ +static inline void +release_@lapack_func@(GELSD_PARAMS_t* params) +{ + /* A and WORK contain allocated blocks */ + free(params->A); + free(params->WORK); + memset(params, 0, sizeof(*params)); +} + +/**end repeat**/ + #pragma GCC diagnostic pop /* -------------------------------------------------------------------------- */ |